+69.2%
HST vs IDXX
-26.5%
+95.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +0.9% | -5.7% | +6.6% | +2.6% |
| 30D | -2.5% | -11.5% | +9.1% | +1.1% |
| 3M | -5.1% | -9.5% | +4.4% | -2.6% |
| 6M | +21.6% | -16.0% | +37.6% | +27.4% |
| YTD | +31.6% | -25.4% | +57.0% | +42.7% |
| 1Y | +36.1% | -21.8% | +57.9% | +44.7% |
| 3Y | +66.5% | +7.0% | +59.4% | +52.8% |
| All | +69.2% | -26.5% | +95.7% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling